Optimization Working Group VIII: Probabilistic Numerics

Group Leaders: David Bortz, Vanja Dukic

SAMSI Webmaster: To Be Determined

Weekly Meetings: Tuesdays 10:00-Noon ET

Description: Broadly speaking, probabilistic numerics is the framework for studying of numerical algorithms in a probabilistic context. The main objectives are to account for all sources of numerical and approximation errors and understand how they propagate through the algorithm. We will focus on several specific probabilistic numerical questions, including Markov chain Monte Carlo convergence, Unstructured Grids/Meshes generation, and Randomized methods for large data.